Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.573 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 48055.85 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46660.95 Kr¶

PnL: ---------------------------------------> -227.62 Kr¶

DD now: ---------------------------------> -1.18 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 16:14:24.432551'

Anic Portfolio¶

Today¶

Return: 0.721 %¶

This Week¶

Return: 1.099 %¶

Total¶

Return: 57.322 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.730000 2849.000000 213.000000 8.080000 2636.000010
Beijer Electronics Group 26 1.340000 3146.000000 175.000000 5.890000 2971.000006
Corem Property Group B 59 -1.070000 655.490000 78.490000 13.600000 576.999999
Boozt 12 1.480000 1731.600000 77.600000 4.690000 1653.999996
Samhällsbyggnadsbo. i Norden B 20 -0.410000 432.200000 77.200000 21.750000 355.000000
HMS Networks 2 0.610000 724.000000 51.000000 7.580000 673.000000
OEM International B 7 2.140000 567.700000 39.700000 7.520000 527.999997
Eastnine 4 3.960000 525.600000 34.600000 7.050000 491.000000
Intrum 4 2.230000 558.400000 31.400000 5.960000 527.000000
Norva24 Group 16 5.020000 569.280000 26.280000 4.840000 543.000000
SAAB B 8 0.190000 3400.800000 23.800000 0.700000 3377.000000
Coor Service Management Hold. 8 1.020000 552.400000 20.400000 3.830000 532.000000
MedCap 2 -0.910000 436.000000 15.000000 3.560000 421.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 576.450000 14.450000 2.570000 562.000005
Samhällsbyggnadsbo. i Norden D 12 0.000000 259.680000 13.680000 5.560000 246.000000
AcadeMedia 12 1.540000 569.280000 12.280000 2.200000 557.000004
Resurs Holding 22 0.680000 582.560000 8.560000 1.490000 573.999998
Securitas B 6 1.260000 576.600000 6.600000 1.160000 570.000000
Karnov Group 9 -1.150000 541.800000 5.800000 1.080000 536.000004
CTEK 13 3.130000 539.240000 5.240000 0.980000 533.999999
Swedbank A 3 1.400000 566.850000 2.850000 0.510000 564.000000
Creaspac SPAC 6 0.000000 578.400000 1.400000 0.240000 577.000002
Midsona B 63 0.000000 583.380000 0.380000 0.070000 582.999984
Essity B 2 -1.520000 571.200000 -2.800000 -0.490000 574.000000
Handelsbanken A 5 -0.180000 543.000000 -3.000000 -0.550000 546.000000
Essity A 4 -1.890000 1144.000000 -5.000000 -0.440000 1149.000000
Nordea Bank Abp 29 -0.200000 3442.300000 -11.700000 -0.340000 3453.999992
FM Mattsson Mora Group B 50 -2.020000 2910.000000 -17.000000 -0.580000 2927.000000
International Petroleum Corp. 5 2.670000 557.500000 -37.070000 -6.230000 594.565215
Vivesto 1368 1.710000 568.540000 -44.460000 -7.250000 612.999432
Sampo Oyj SDB 7 -0.930000 3745.000000 -105.000000 -2.730000 3850.000000
Axfood 13 1.160000 3629.600000 -126.400000 -3.370000 3756.000001
OX2 18 1.010000 1529.100000 -134.900000 -8.110000 1663.999992
Ovzon 52 4.420000 3068.000000 -294.000000 -8.740000 3361.999992
Fasadgruppen Group 35 -0.810000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46660.950000 -227.620000 -1.18043% 46888.564618

Updated:¶

'2023-01-18 16:14:37.058094'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶